RESEARCH FRAMEWORK
EMA and ADX trend filter
Combines direction from an EMA with a non-directional trend-strength filter.
Only the measurements the rule needs
EMAADX / DMIATR
Conditions before an entry exists
- Price is on the declared EMA side
- ADX exceeds or rises through a fixed rule
- Only closed bars are read
ENTRY
Breakout or pullback trigger in the EMA direction.
STOP
ATR or recent structure.
EXIT
Opposite structure, falling-strength rule or fixed R.
DO NOT TRADE
Counting EMA and directional movement as fully independent evidence.
What has to happen before capital is at risk
1Test EMA-only control
2Test ADX threshold bands
3Measure signal delay
4Use out-of-sample data
Report gross and net results, the full eligible sample, maximum drawdown, trade distribution and any rule changes. Then repeat on data that did not influence the design.
Use the same protocol every time.
The CSV test plan records eligibility, costs, execution, outcome and rule adherence without turning an example into a promise.
Download test-plan CSV ↓